|
|
|
|
|
|
 |
Performance |
|
|
|
|
|
|
|
|
|
|
 |
Performance |
|
|
The JCClark Focused Opportunities Fund was launched in June 2005. Since inception the fund has generated strong risk-adjusted returns and demonstrated a low correlation to equity indices. |
Monthly Fund ReturnsSince inception |
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | | 2005 | - | - | - | - | - | 0.90 | 4.52 | 0.41 | 3.36 | -3.35 | 2.80 | 3.68 | 12.75 | | 2006 | 4.73 | -1.06 | 4.26 | 1.16 | 0.01 | -1.74 | 0.08 | 1.51 | -1.73 | 2.43 | 1.87 | 1.85 | 13.94 | | 2007 | 0.77 | 4.91 | 0.84 | 2.19 | 0.43 | 1.69 | 3.29 | 0.98 | 0.38 | 1.74 | 1.47 | 0.08 | 20.36 | | 2008 | -2.12 | -0.15 | 0.31 | -2.12 | -0.54 | 0.83 | 1.00 | -0.31 | -0.45 | -6.60 | -3.45 | 1.40 | -11.80 | | 2009 | 1.48 | -3.94 | 4.19 | 2.30 | 3.43 | -0.92 | 0.26 | 0.32 | 1.73 | 2.00 | 1.41 | 0.22 | 12.94 | | 2010 | 1.43 | 1.53 | 0.38 | -0.28 | -1.02 | -0.70 | -0.53 | 0.85 | - | - | - | - | 1.64 | |
Relative PerformanceCumulative returns of the fund against its benchmark (since inception) |
Return AnalysisComparison of return statistics of the fund against its benchmark |
| Focused Opportunities Fund - A | Benchmark | Avg. Monthly Return (since incep.) | 0.74% | 0.46% | Months with Positive 1-year Return | 75.00% | 73.08% | Months with Negative 1-year Return | 25.00% | 26.92% | Annualized Returns | | | Since Inception | 8.91% | 4.19% | 1 Year | 7.19% | 9.63% | 2 Year | 2.22% | -6.99% | Best Month | 4.91% | 11.21% | Worst Month | -6.60% | -16.93% | Best 12 Month Return | 23.80% | 43.17% | Worst 12 Month Return | -12.95% | -40.19% | Advancing Months | 71.43% | 63.49% | Declining Months | 28.57% | 36.51% |
Risk ManagementComparison of volatility statistics of the fund against its benchmark |
| Focused Opportunities Fund - A | Benchmark | Annualized Standard Deviation | Since Inception | 7.36% | 16.77% | Last 12 Months | 3.63% | 13.96% | Kurtosis | 1.58 | 2.56 | Skewness | -0.60 | -1.12 | Up Months | Average Monthly Return | 1.72% | 3.38% | Standard Deviation | 1.38% | 2.24% | Down Months | Average Monthly Return | -1.72% | -4.60% | Standard Deviation | 1.69% | 3.99% | Sharpe Ratio (4%) | Since Inception | 0.67 | 0.01 | Last 12 Months | 0.88 | 0.40 | Largest Peak to Valley Drawdown | -14.02% | -44.80% |
* The benchmark used for the JCClark Focused Opportunities Fund is the S&P/TSX Composite Index. |
|
|
|
